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Optimization problems in finance under partial observation: theoretical and numerical aspects

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https://hal.archives-ouvertes.fr/hal-00704707
Contributor : Serena Benassù Connect in order to contact the contributor
Submitted on : Wednesday, June 6, 2012 - 10:06:11 AM
Last modification on : Friday, March 27, 2020 - 2:55:26 AM

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  • HAL Id : hal-00704707, version 1

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H. Pham. Optimization problems in finance under partial observation: theoretical and numerical aspects. D. Crisan et B. Rozovski. The Oxford Handbook of nonlinear filtering, Oxford University Press, Chapitre 10:3, 2011, Oxford Handbokks in Mathematics. ⟨hal-00704707⟩

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